Could someone show me where to find valuation for bonds with option?

T

Tony Lau

Joined
8/30/12
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Hi everyone,
I have studied the valuation of fix-income securities for a while and got some knowledge about it. But I haven't seen any theoretical introduction to the valuation of callable bonds, putable bonds, and convertible bonds. Could someone do me a favor by showing me how could I get to know what I am hunting for? Many thanks.
 
Tony Lau said:
Hi everyone,
I have studied the valuation of fix-income securities for a while and got some knowledge about it. But I haven't seen any theoretical introduction to the valuation of callable bonds, putable bonds, and convertible bonds. Could someone do me a favor by showing me how could I get to know what I am hunting for? Many thanks.
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have you check wilmott 2nd volume, there is some introductions about the pricing of convertibles and bond options. It is more about PDE approach but is a nice place to start.
 
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